Tail index estimation in the presence of long-memory dynamics (Q425381): Difference between revisions
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Property / zbMATH DE Number: 6043847 / rank | |||
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extreme value theory | |||
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heavy tails | |||
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long-range dependence | |||
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stable distributions | |||
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Revision as of 22:38, 29 June 2023
scientific article
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English | Tail index estimation in the presence of long-memory dynamics |
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Tail index estimation in the presence of long-memory dynamics (English)
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8 June 2012
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extreme value theory
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heavy tails
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long-range dependence
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stable distributions
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